+43.8%
ELFY vs VT
+47.1%
-3.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -5.0% |
| 7D | -3.2% | -0.3% | -2.9% | -2.9% |
| 30D | -6.5% | -1.4% | -5.1% | -4.9% |
| 3M | -12.1% | -1.4% | -10.7% | -10.6% |
| 6M | -15.1% | +5.5% | -20.5% | -19.8% |
| YTD | +5.9% | +12.8% | -6.9% | -7.3% |
| 1Y | +4.1% | +15.4% | -11.4% | -11.1% |
| All | +43.8% | +47.1% | -3.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling